+378.6%
TTWO vs PPL
+65.3%
+313.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.1% | +8.3% | +8.3% |
| 7D | +15.2% | 0.0% | +15.2% | +15.2% |
| 30D | +5.2% | +4.3% | +1.0% | +4.4% |
| 3M | -11.4% | +2.9% | -14.3% | -11.9% |
| 6M | +1.9% | +1.1% | +0.8% | +1.5% |
| YTD | -12.3% | +4.5% | -16.7% | -13.2% |
| 1Y | -4.0% | +0.1% | -4.1% | -4.4% |
| 3Y | +51.9% | +55.7% | -3.8% | +38.6% |
| 5Y | +22.9% | +47.6% | -24.7% | +13.0% |
| 10Y | +378.6% | +66.8% | +311.7% | +319.4% |
| All | +378.6% | +65.3% | +313.2% | +319.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling